DTRE vs. FFUT

Last updated Jun 24, 2026

DTRE (First Trust Alerian Disruptive Technology Real Estate ETF) and FFUT (Fidelity Managed Futures ETF) are both exchange-traded funds - DTRE is a REIT fund tracking the Alerian Disruptive Technology Real Estate Index - Benchmark TR Net, while FFUT is a Systematic Trend fund actively managed by Fidelity. DTRE is passively managed, while FFUT is actively managed. Over the past year, DTRE returned 7.12% vs 17.34% for FFUT. At a correlation of -0.07, they often move in opposite directions. DTRE charges 0.60%/yr vs 0.80%/yr for FFUT.

Performance

DTRE vs. FFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and Fidelity Managed Futures ETF (FFUT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTRE achieves a 7.24% return, which is significantly lower than FFUT's 7.69% return.

DTRE

• 1D: 1.03%
• 1M: -1.55%
• YTD: 7.24%
• 6M: 8.24%
• 1Y: 7.12%
• 3Y*: 6.36%
• 5Y*: -1.17%
• 10Y*: 2.67%

FFUT

• 1D: -1.06%
• 1M: -3.71%
• YTD: 7.69%
• 6M: 8.36%
• 1Y: 17.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DTRE vs. FFUT - Yearly Performance Comparison

	2026 (YTD)	2025
DTRE First Trust Alerian Disruptive Technology Real Estate ETF	7.24%	1.77%
FFUT Fidelity Managed Futures ETF	7.69%	8.58%

Correlation

The correlation between DTRE and FFUT is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	-0.07

Return for Risk

DTRE vs. FFUT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DTRE

DTRE Risk / Return Rank: 17
DTRE Sharpe Ratio Rank: 17
DTRE Sortino Ratio Rank: 16
DTRE Omega Ratio Rank: 16
DTRE Calmar Ratio Rank: 18
DTRE Martin Ratio Rank: 20

FFUT

FFUT Risk / Return Rank: 60
FFUT Sharpe Ratio Rank: 50
FFUT Sortino Ratio Rank: 50
FFUT Omega Ratio Rank: 52
FFUT Calmar Ratio Rank: 72
FFUT Martin Ratio Rank: 77

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DTRE vs. FFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and Fidelity Managed Futures ETF (FFUT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DTRE	FFUT	Difference
Sharpe ratio: Return per unit of total volatility	0.52	1.55	-1.03
Sortino ratio: Return per unit of downside risk	0.82	2.22	-1.40
Omega ratio: Gain probability vs. loss probability	1.10	1.30	-0.20
Calmar ratio: Return relative to maximum drawdown	0.74	3.26	-2.52
Martin ratio: Return relative to average drawdown	2.21	13.04	-10.84

DTRE vs. FFUT - Sharpe Ratio Comparison

The current DTRE Sharpe Ratio is 0.52, which is lower than the FFUT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of DTRE and FFUT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTRE vs. FFUT - Drawdown Comparison

The maximum DTRE drawdown since its inception was -72.26%, which is greater than FFUT's maximum drawdown of -5.34%. Use the drawdown chart below to compare losses from any high point for DTRE and FFUT.

Drawdown Indicators

	DTRE	FFUT	Difference
Max Drawdown Largest peak-to-trough decline	-72.26%	-5.34%	-66.92%
Max Drawdown (1Y) Largest decline over 1 year	-9.61%	-5.34%	-4.27%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.62%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.79%	—	—
Current Drawdown Current decline from peak	-12.24%	-5.34%	-6.90%
Average Drawdown Average peak-to-trough decline	-16.87%	-0.97%	-15.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	1.33%	+1.90%

Volatility

DTRE vs. FFUT - Volatility Comparison

First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) has a higher volatility of 4.79% compared to Fidelity Managed Futures ETF (FFUT) at 3.07%. This indicates that DTRE's price experiences larger fluctuations and is considered to be riskier than FFUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTRE	FFUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	3.07%	+1.72%
Volatility (6M) Calculated over the trailing 6-month period	10.61%	9.04%	+1.57%
Volatility (1Y) Calculated over the trailing 1-year period	13.90%	11.27%	+2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.11%	11.05%	+7.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.53%	11.05%	+7.48%

DTRE vs. FFUT - Expense Ratio Comparison

DTRE has a 0.60% expense ratio, which is lower than FFUT's 0.80% expense ratio.

Dividends

DTRE vs. FFUT - Dividend Comparison

DTRE's dividend yield for the trailing twelve months is around 3.35%, more than FFUT's 1.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTRE First Trust Alerian Disruptive Technology Real Estate ETF	3.35%	3.42%	3.75%	2.56%	2.49%	2.64%	0.79%	4.97%	3.38%	3.07%	4.16%	1.74%
FFUT Fidelity Managed Futures ETF	1.94%	2.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DTRE and FFUT in my portfolio?

DTRE and FFUT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTRE or FFUT?

DTRE has higher volatility (4.79%) compared to FFUT (3.07%). In terms of maximum drawdown, DTRE dropped -72.26% vs FFUT's -5.34%.

Which ETF is better, DTRE or FFUT?

On 1-year performance, FFUT leads with 17.34% vs 7.12% for DTRE. On fees, DTRE is cheaper at 0.60% per year. On volatility, FFUT has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTRE or FFUT?

Over the 1-year period, FFUT has performed better with a 17.34% return vs 7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTRE or FFUT?

DTRE is cheaper with a 0.60% expense ratio, compared with 0.80% for FFUT.

Which ETF pays a higher dividend yield, DTRE or FFUT?

DTRE has the higher dividend yield at 3.35%, compared with 1.94% for FFUT.

What is the main difference between DTRE and FFUT?

DTRE is categorized as REIT, while FFUT is Systematic Trend. They also come from different issuers: First Trust and Fidelity. Their fees differ too: 0.60% for DTRE and 0.80% for FFUT.

Which has better risk-adjusted returns?

FFUT currently has the higher Sharpe Ratio (1.55 vs 0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.